small glam
12 mret
13 mret
14 mret
small value
21 mret
22 mret
23 mret
24 mret
25 mret
31 mret
32 mret
33 mret
34 mret
35 mret
41 mret
42 mret
43 mret
44 mret
45 mret
big glam
52 mret
53 mret
54 mret
big value
small-big factor
high-low factor
momentum factor
90day TBill
ftse_allshare
rm-rf